-36.6%
EFX vs VFC
-78.7%
+42.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -9.4% | -2.3% | -7.0% | -8.9% |
| 30D | -6.9% | -13.4% | +6.5% | -3.9% |
| 3M | +0.1% | -23.7% | +23.8% | +5.7% |
| 6M | -17.3% | -24.5% | +7.1% | -12.8% |
| YTD | -21.8% | -27.8% | +6.0% | -17.1% |
| 1Y | -32.5% | -13.5% | -19.1% | -32.0% |
| 3Y | -12.3% | -27.1% | +14.8% | -17.1% |
| 5Y | -36.6% | -79.0% | +42.4% | -3.7% |
| All | -36.6% | -78.7% | +42.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling